Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2020

• Pennoni, Fulvia & Bartolucci, Francesco & Forte, Gianfranco & Ametrano, Ferdinando, 2020, "Exploring the dependencies among main cryptocurrency log-returns: A hidden Markov model," MPRA Paper, University Library of Munich, Germany, number 106150.
• Ghassan, Hassan & Boulanouar, Zakaria & Hassan, Kabir Mohammed, 2020, "Revisiting Banking Stability Using a New Panel Cointegration Test," MPRA Paper, University Library of Munich, Germany, number 107085, revised 2020.
• Adediran, Idris & Salisu, Afees & Ogbonna, Ahamuefula E, 2020, "To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS," MPRA Paper, University Library of Munich, Germany, number 109680, May.
• Ghassan, Hassan B. & Alhajhoj, Hassan R. & Balli, Faruk, 2020, "Bi-Demographic and Current Account Dynamics using SVAR Model: Evidence from Saudi Arabia," MPRA Paper, University Library of Munich, Germany, number 109772, Mar, revised Jun 2021.
• Bell, Alex, 2020, "Job Amenities & Earnings Inequality," MPRA Paper, University Library of Munich, Germany, number 118516, May.

2019

• Huang, Tai-Hsin & Lin, Chung-I & Wu, Ruei-Cian, 2019, "Assessing the marketing and investment efficiency of Taiwan’s life insurance firms under network structures," The Quarterly Review of Economics and Finance, Elsevier, volume 71, issue C, pages 132-147, DOI: 10.1016/j.qref.2018.07.002.
• Guo, Juncong & Qu, Xi, 2019, "Spatial interactive effects on housing prices in Shanghai and Beijing," Regional Science and Urban Economics, Elsevier, volume 76, issue C, pages 147-160, DOI: 10.1016/j.regsciurbeco.2018.07.006.
• Chevapatrakul, Thanaset & Xu, Zhongxiang & Yao, Kai, 2019, "The impact of tail risk on stock market returns: The role of market sentiment," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 289-301, DOI: 10.1016/j.iref.2018.09.005.
• Chakrabarti, Orna, 2019, "Telehealth: Emerging evidence on efficiency," International Review of Economics & Finance, Elsevier, volume 60, issue C, pages 257-264, DOI: 10.1016/j.iref.2018.10.021.
• Li, Leon & Faff, Robert, 2019, "Predicting corporate bankruptcy: What matters?," International Review of Economics & Finance, Elsevier, volume 62, issue C, pages 1-19, DOI: 10.1016/j.iref.2019.02.016.
• Chaker, Selma, 2019, "The signal and the noise volatilities," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 79-105, DOI: 10.1016/j.ribaf.2019.04.008.
• Montano-Campos, Felipe & Perez-Truglia, Ricardo, 2019, "Giving to charity to signal smarts: evidence from a lab experiment," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 78, issue C, pages 193-199, DOI: 10.1016/j.socec.2018.08.004.
• Mohanty, Madhu, 2019, "Effects of job satisfaction on the worker's wage and weekly hours: A simultaneous equations approach," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 79, issue C, pages 27-42, DOI: 10.1016/j.socec.2019.01.004.
• Karel Janda & Jakub Kourilek, 2019, "Residual Shape Risk on Natural Gas Market with Mixed Jump Diffusion," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-34, May.
• Adrian Pagan & Tim Robinson, 2019, "Implications of Partial Information for Econometric Modeling of Macroeconomic Systems," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-41, Jun.
• Mardi Dungey & Renee Fry-McKibbin & Vladimir Volkov, 2019, "Transmission of a Resource Boom: The Case of Australia," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-63, Sep.
• Hajivassiliou, Vassilis & Savignac, Frédérique, 2019, "Novel approaches to coherency conditions in dynamic LDV models: quantifying financing constraints and a firm's decision and ability to innovate," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102544, Oct.
• Hajivassiliou, Vassilis, 2019, "Estimation and specification testing of panel data models with non-ignorable persistent heterogeneity, contemporaneous and intertemporal simultaneity and observable and unobservable dynamics," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102843, Sep.
• Hajivassiliou, Vassilis, 2019, "Switching regressions with imperfect regime classification information: theory and applications," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103119, Nov.
• Ansgar Belke & Dominik Kronen, 2019, "Exchange rate bands of inaction and hysteresis in EU exports to the global economy," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 2, pages 335-355, March, DOI: 10.1108/JES-01-2018-0022.
• McAleer, M.J., 2019, "What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-13, Mar.
• McAleer, M.J., 2019, "What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-14, Mar.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir & Mark E. Wohar, 2019, "Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-47.
• Sytnik Inessa & Stopochkin Artem & Janusz Wielki, 2019, "Analysis of Macroeconomic Factors Affecting the Investment Potential of an Enterprise," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 140-167.
• Alice Albonico & Ludovic Calés & Roberta Cardani & Olga Croitorov & Fabio Di Dio & Filippo Ferroni & Massimo Giovannini & Stefan Hohberger & Beatrice Pataracchia & Filippo Pericoli & Philipp Pfeiffer , 2019, "The Global Multi-Country Model (GM): An Estimated DSGE Model for Euro Area Countries," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 102, Jul.
• Kristian Orsini & Mario Pletikosa, 2019, "Croatia's Tourism Industry – Part 2: Curse or Blessing?," European Economy - Economic Briefs, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 047, Jul.
• Mark Bognanni & John Zito, 2019, "Sequential Bayesian Inference for Vector Autoregressions with Stochastic Volatility," Working Papers, Federal Reserve Bank of Cleveland, number 19-29, Dec, DOI: 10.26509/frbc-wp-201929.
• Ruijun Bu & Rodrigo Hizmeri & Marwan Izzeldin & Anthony Murphy & Mike G. Tsionas, 2019, "The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility," Working Papers, Federal Reserve Bank of Dallas, number 1902, Mar, revised 17 Dec 2022, DOI: 10.24149/wp1902r2.
• Francesco Bianchi & Giovanni Nicolo, 2019, "A Generalized Approach to Indeterminacy in Linear Rational Expectations Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-033, May, DOI: 10.17016/FEDS.2019.033.
• Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2019, "Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis?," Staff Reports, Federal Reserve Bank of New York, number 885, Apr.
• Thomas A. Lubik & Christian Matthes & Fabio Verona, 2019, "Assessing U.S. Aggregate Fluctuations Across Time and Frequencies," Working Paper, Federal Reserve Bank of Richmond, number 19-6, Feb.
• Fabrizio Cipollini & Giampiero M. Gallo & Edoardo Otranto, 2019, "Realized Volatility Forecasting: Robustness to Measurement Errors," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2019_04, Jul.
• Anton I. Votinov & Samvel S. Lazaryan & Vyacheslav N. Ovchinnikov, 2019, "Regression-Based Decomposition of Income Inequality Factors in Russia," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 5, pages 74-89, October, DOI: 10.31107/2075-1990-2019-5-74-89.
• Tomasz Serafin & Bartosz Uniejewski & Rafał Weron, 2019, "Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting," Energies, MDPI, volume 12, issue 13, pages 1-12, July.
• Michael McAleer, 2019, "What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity, and (Non-) Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model," JRFM, MDPI, volume 12, issue 2, pages 1-9, April.
• Michael McAleer, 2019, "What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity and (Non-) Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model," JRFM, MDPI, volume 12, issue 2, pages 1-7, April.
• Gagliardini, Patrick & Ossola, Elisa & Scaillet, Olivier, 2019, "Estimation of large dimensional conditional factor models in finance," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:125031.
• Michael S. Lee-Browne, 2019, "Estimating monetary policy rules in small open economies," Working Papers, The George Washington University, The Center for Economic Research, number 2019-002, May.
• Anke Mönnig & Dr. Marc Ingo Wolter, 2019, "TINFORGE – Trade in INFORGE. Methoden-Update 2019," GWS Discussion Paper Series, GWS - Institute of Economic Structures Research, number 19-1.
• Eric Delattre & Richard Moussa & Mareva Sabatier, 2019, "Health condition and job status interactions: econometric evidence of causality from a French longitudinal survey," Post-Print, HAL, number hal-02010579, DOI: 10.1186/s13561-019-0220-3.
• Gilles Dufrénot & Anne-Charlotte Paret, 2019, "Power-law distribution in the external debt-to-fiscal revenue ratios: Empirical evidence and a theoretical model," Post-Print, HAL, number hal-02158001, Jun, DOI: 10.1016/j.jmacro.2019.04.002.
• Christian Gouriéroux & Yang Lu, 2019, "Least Impulse Response Estimator for Stress Test Exercises
  [Least impulse response estimator for stress test exercises]," Post-Print, HAL, number hal-02419030, DOI: 10.1016/j.jbankfin.2019.03.021.
• Christian Gourieroux & Yang Lu, 2019, "Least Impulse Response Estimator for Stress Test Exercises," Working Papers, HAL, number hal-02089698, Apr.
• Gilles Dufrénot & Carolina Ulloa Suarez, 2019, "Public finance sustainability in Europe: a behavioral model," Working Papers, HAL, number halshs-02356400, Oct.
• Khorunzhina, Natalia, 2019, "Intratemporal Nonseparability Between Housing and Nondurable Consumption:Evidence from Reinvestment in Housing Stock," Working Papers, Copenhagen Business School, Department of Economics, number 3-2019, May.
• Gunnelin, Åke & Netzell, Olof, 2019, "The relationship between property transaction prices, turnover rates and buyers' and sellers' reservation price distributions," Working Paper Series, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, number 19/2, Apr, DOI: http://kth.diva-portal.org/smash/re.
• Anna Brychykova & Elena Mogilevich & Alexey Shvedov, 2019, "On Wavelet Transform for Stock Price Modeling by Fuzzy Systems," HSE Economic Journal, National Research University Higher School of Economics, volume 23, issue 3, pages 444-464.
• Boris Sokolov, 2019, "Sensitivity Of Goodness Of Fit Indices To Lack Of Measurement Invariance With Categorical Indicators And Many Groups," HSE Working papers, National Research University Higher School of Economics, number WP BRP 86/SOC/2019.
• Claveria, Oscar, 2019, "Forecasting the unemployment rate using the degree of agreement in consumer unemployment expectations," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], volume 53, issue , pages 1-003, DOI: 10.1186/s12651-019-0253-4.
• Adrian Pagan & Tim Robinson, 2019, "Implications of Partial Information for Applied Macroeconomic Modelling," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2019n12, Oct.
• Lada Shirinyan & Artur Shirinian, 2019, "Key Determinants of Efficiency of Functioning Insurance Market for Insurance Companies," Oblik i finansi, Institute of Accounting and Finance, issue 3, pages 122-128, September.
• Michail Filippidis & Renatas Kizys & George Filis & Christos Floros, 2019, "The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, volume 10, issue 1, pages 3-38.
• Nicky L. Grant & Richard J. Smith, 2019, "Generalised Anderson-Rubin statistic based inference in the presence of a singular moment variance matrix," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/19, Jan.
• Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang, 2019, "LASSO-Driven Inference in Time and Space," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP20/19, Apr.
• Alain Kabundi & Eric Schaling & Modeste Some, 2019, "Estimating a Phillips Curve for South Africa: A Bounded Random-Walk Approach," International Journal of Central Banking, International Journal of Central Banking, volume 15, issue 2, pages 75-100, June.
• Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2019, "Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis?," International Journal of Central Banking, International Journal of Central Banking, volume 15, issue 5, pages 137-173, December.
• Carlos Capistrán & Daniel Chiquiar & Juan R. Hernández, 2019, "Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico," International Journal of Central Banking, International Journal of Central Banking, volume 15, issue 5, pages 207-254, December.
• Ali Alichi & Hayk Avetisyan & Mr. Douglas Laxton & Shalva Mkhatrishvili & Armen Nurbekyan & Lusine Torosyan & Hou Wang, 2019, "Multivariate Filter Estimation of Potential Output for the United States: An Extension with Labor Market Hysteresis," IMF Working Papers, International Monetary Fund, number 2019/035, Feb.
• Rui Evangelista & Esmeralda A. Ramalho & João Andrade e Silva, 2019, "On the use of Hedonic Regression Models to Measure the Effect of Energy Efficiency on Residential Property Transaction Prices: Evidence for Portugal and Selected Data Issues," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/64, Jan.
• Maria Teresa Medeiros Garcia & André Fernando Rodrigues Rocha da Silva, 2019, "Assessing Pension Expenditure Determinants – the Case of Portugal," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/68, Feb.
• João Guerra & Manuel Guerra & Zachary Polaski, 2019, "Market Timing with Option-Implied Distributions in an Exponentially Tempered Stable Lévy Market," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/74, Feb.
• Maria Teresa Medeiros Garcia & Ana Catarina Gomes Rodrigues, 2019, "The dynamic relationship between stock market indexes and foreign exchange," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/90, Sep.
• Mustafa ÖZYEŞİL, 2019, "The Relationship Between the Popularity of Cryptocurrencies and their Prices, Returns and Trading Volumes: A Structural Break and Comparative Analysis," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 69, issue 2, pages 133-157, December, DOI: 10.26650/ISTJECON2019-0017.
• Şahap KAVCIOĞLU, 2019, "Kurumsal Kredi Skorlamasında Klasik Yöntemlerle Yapay Sinir Ağı Karşılaştırması," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 69, issue 2, pages 207-246, December, DOI: 10.26650/ISTJECON2019-0021.
• Schmidheiny, Kurt & Siegloch, Sebastian, 2019, "On Event Study Designs and Distributed-Lag Models: Equivalence, Generalization and Practical Implications," IZA Discussion Papers, IZA Network @ LISER, number 12079, Jan.
• Bruno, Randolph Luca & Magazzini, Laura & Stampini, Marco, 2019, "Exploiting Information from Singletons in Panel Data Analysis: A GMM Approach," IZA Discussion Papers, IZA Network @ LISER, number 12465, Jul.
• Millimet, Daniel L. & Parmeter, Christopher F., 2019, "Accounting for Skewed or One-Sided Measurement Error in the Dependent Variable," IZA Discussion Papers, IZA Network @ LISER, number 12576, Aug.
• Md. Atiqur Rahman Khan & M. Shibley Sadique, 2019, "A Forward Looking Small Semi-Structural Macroeconomic Model For Bangladesh," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 2, pages 43-61, April-Jun.
• Yongquan Cao & Grey Gordon, 2019, "A Practical Approach to Testing Calibration Strategies," Computational Economics, Springer;Society for Computational Economics, volume 53, issue 3, pages 1165-1182, March, DOI: 10.1007/s10614-018-9793-x.
• Nima Nonejad, 2019, "Modeling Persistence and Parameter Instability in Historical Crude Oil Price Data Using a Gibbs Sampling Approach," Computational Economics, Springer;Society for Computational Economics, volume 53, issue 4, pages 1687-1710, April, DOI: 10.1007/s10614-018-9835-4.
• Panagiotis Palaios & Evangelia Papapetrou, 2019, "Asymmetric dynamics in the social contributions and social benefits nexus in Greece," Economic Change and Restructuring, Springer, volume 52, issue 4, pages 327-349, November, DOI: 10.1007/s10644-018-9234-9.
• Oscar Claveria & Enric Monte & Salvador Torra, 2019, "Empirical modelling of survey-based expectations for the design of economic indicators in five European regions," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 46, issue 2, pages 205-227, May, DOI: 10.1007/s10663-017-9395-1.
• Marzia De Donno & Riccardo Donati & Gino Favero & Paola Modesti, 2019, "Risk estimation for short-term financial data through pooling of stable fits," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 4, pages 447-470, December, DOI: 10.1007/s11408-019-00340-5.
• Piotr Dybka & Michał Kowalczuk & Bartosz Olesiński & Andrzej Torój & Marek Rozkrut, 2019, "Currency demand and MIMIC models: towards a structured hybrid method of measuring the shadow economy," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 26, issue 1, pages 4-40, February, DOI: 10.1007/s10797-018-9504-5.
• Marco Gross & Javier Población, 2019, "Implications of Model Uncertainty for Bank Stress Testing," Journal of Financial Services Research, Springer;Western Finance Association, volume 55, issue 1, pages 31-58, February, DOI: 10.1007/s10693-017-0275-4.
• Mitja Kovac & Rok Spruk, 2019, "Does the ban on trans-fats improve public health? In search of the optimal policy response," Journal of Regulatory Economics, Springer, volume 55, issue 3, pages 258-281, June, DOI: 10.1007/s11149-019-09387-8.
• Anna Conte & M. Vittoria Levati & Natalia Montinari, 2019, "Experience in public goods experiments," Theory and Decision, Springer, volume 86, issue 1, pages 65-93, February, DOI: 10.1007/s11238-018-9670-z.
• Mihaela Simionescu & Maria-Simona Naros, 2019, "Sustainable Development and the Insertion of Higher Educated Unemployed People on Romanian Labour Market," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 5, issue 1, pages 12-16, March.
• Jörg Breitung & Ralf Brüggemann, 2019, "Projection estimators for structural impulse responses," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2019-05, Dec.
• Paweł Lula & Renata Oczkowska & Sylwia Wiśniewska & Katarzyna Wójcik, 2019, "An attempt to estimate the competency gap in the IT sector," International Entrepreneurship Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 5, issue 3, pages 95-112.
• Hortay, Olivér & Szőke, Tamás, 2019, "Keresleti árrugalmasság becslése a magyar villamosenergia-piacon
  [Estimating demand-price elasticity on the Hungarian electric energy market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 788-804, DOI: 10.18414/KSZ.2019.7-8.788.
• Roman Frydman & Soeren Johansen & Anders Rahbek & Morten Nyboe Tabor, 2019, "The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth�s Consistency Constraint in Modeling Aggregate Outcomes," Discussion Papers, University of Copenhagen. Department of Economics, number 19-02, Feb.
• Simon Hetland & Rasmus Søndergaard Pedersen & Anders Rahbek, 2019, "Dynamic Conditional Eigenvalue GARCH," Discussion Papers, University of Copenhagen. Department of Economics, number 19-13, Dec.
• Schlicht, Ekkehart, 2019, "VC - A Method For Estimating Time-Varying Coefficients in Linear Models," Discussion Papers in Economics, University of Munich, Department of Economics, number 69765, Nov.
• Mojab, Ramin & Ebrahimi, Sajad, 2019, "The Role of Digital Adoption in relationship between payment systems development and economic growth," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 12, issue 41, pages 377-412, December.
• Andrew Phiri, 2019, "Economic growth, environmental degradation and business cycles in Eswatini," Working Papers, Department of Economics, Nelson Mandela University, number 1901, Jan, revised Jan 2019.
• Poppy Dyasi & Andrew Phiri, 2019, "A sectoral approach to the electricity-growth nexus in the Eastern Cape province of South Africa," Working Papers, Department of Economics, Nelson Mandela University, number 1902, Mar, revised Mar 2019.
• Natalya Apopo & Andrew Phiri, 2019, "On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?," Working Papers, Department of Economics, Nelson Mandela University, number 1904, Jun, revised Jun 2019.
• Roseline Karambakuwa & Ronney Ncwadi & Andrew Phiri, 2019, "The human capital-economic growth nexus in SSA countries: What can strengthen the relationship?," Working Papers, Department of Economics, Nelson Mandela University, number 1905, Jul, revised Jul 2019.
• Kambale Kavese & Andrew Phiri, 2019, "Fiscal cyclicality in South African public expenditures: Do asymmetries explain inconsistencies?," Working Papers, Department of Economics, Nelson Mandela University, number 1909, Sep, revised Sep 2019.
• Didier Nibbering, 2019, "A High-dimensional Multinomial Choice Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/19.
• Weilun Zhou & Jiti Gao & David Harris & Hsein Kew, 2019, "Semiparametric Single-index Predictive Regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 25/19.
• Romain Houssa & Jolan Mohimont & Chris Otrok, 2019, "A model for international spillovers to emerging markets," Working Paper Research, National Bank of Belgium, number 370, Apr.
• Jolan Mohimont, 2019, "Welfare effects of business cycles and monetary policies in a small open emerging economy," Working Paper Research, National Bank of Belgium, number 376, Nov.
• Nikhil Agarwal & Itai Ashlagi & Michael A. Rees & Paulo J. Somaini & Daniel C. Waldinger, 2019, "Equilibrium Allocations under Alternative Waitlist Designs: Evidence from Deceased Donor Kidneys," NBER Working Papers, National Bureau of Economic Research, Inc, number 25607, Feb.
• Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2019, "Cross-Sectional Dispersion of Risk in Trading Time," NBER Working Papers, National Bureau of Economic Research, Inc, number 26329, Sep.
• Antoine Arnoud & Fatih Guvenen & Tatjana Kleineberg, 2019, "Benchmarking Global Optimizers," NBER Working Papers, National Bureau of Economic Research, Inc, number 26340, Oct.
• Zemtsov, S. & Chernov, A., 2019, "What High-Tech Companies in Russia Grow Faster and Why?," Journal of the New Economic Association, New Economic Association, volume 41, issue 1, pages 68-99.
• Bhattacharya, Rudrani & Tripathi, Shruti & Chowdhury, Sahana Roy, 2019, "Financial structure, institutional quality and monetary policy transmission: A Meta-Analysis," Working Papers, National Institute of Public Finance and Policy, number 19/274, Jul.
• Kostadin Sheyretski, 2019, "On Some Mathematical Aspects of Autonomous Differential Equations," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 149-153, March.
• Kamel Helali & Thouraya Boujelbene Dammak, 2019, "Examining the Role of Structural Change in a Phillips Curve: Bivariate GARCH DCC Analysis," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 385-393, September.
• Matthias Fahn & Valeria Merlo & Georg Wamser, 2019, "The Commitment Role of Equity Financing," Journal of the European Economic Association, European Economic Association, volume 17, issue 4, pages 1232-1260.
• Antonello Maruotti & Antonio Punzo & Luca Bagnato, 2019, "Hidden Markov and Semi-Markov Models with Multivariate Leptokurtic-Normal Components for Robust Modeling of Daily Returns Series," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 1, pages 91-117.
• Daniela Osterrieder & Daniel Ventosa-Santaulària & J Eduardo Vera-Valdés, 2019, "The VIX, the Variance Premium, and Expected Returns," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 4, pages 517-558.
• Xavier D’Haultfœuille & Isis Durrmeyer & Philippe Février, 2019, "Automobile Prices in Market Equilibrium with Unobserved Price Discrimination," The Review of Economic Studies, Review of Economic Studies Ltd, volume 86, issue 5, pages 1973-1998.
• Dávila Aragón, Griselda & Ortiz Arango, Francisco, 2019, "Cálculo del Valor en Riesgo Operacional de una Empresa Aseguradora Mediante Redes Bayesianas || Calculation of Operational Value at Risk of an Insurance Company through Bayesian Networks," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 27, issue 1, pages 30-54, June.
• Maya Sierra, Giuliana & Marín Rodríguez, Nini Johana, 2019, "Modelación y co-movimientos de la tasa de cambio colombiana, 2011-2017 || Modeling and comovements of the Colombian exchange rate, 2011-2017," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 28, issue 1, pages 301-341, December.
• Astorquiza Bustos, Bilver Adrián, 2019, "Efectos de la pedagogía y el compromiso educativo sobre el logro académico de los estudiantes de educación media || Effects of pedagogy and educational commitment on the academic performance of middle school students," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 28, issue 1, pages 43-67, December.
• Boada, Antonio José & Mayorca, Rómulo, 2019, "Valoración estadística - financiera para medio plazo del sector bancario en países con economías emergentes. El caso de Colombia || Statistical - financial value for the medium term of the banking sector in countries with emerging economies. The case," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 28, issue 1, pages 95-112, December.
• Ai Jun Hou & Ian Khrashchevskyi & Jarkko Peltomäki, 2019, "Hedge and safe haven investing with investment styles," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 5, pages 351-364, September, DOI: 10.1057/s41260-019-00127-3.
• Vipul Kumar Singh, 2019, "Day-of-the-week effect of major currency pairs: new evidences from investors’ fear gauge," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 7, pages 493-507, December, DOI: 10.1057/s41260-019-00140-6.
• Carlos A. Abanto-Valle & Hernán B. Garrafa-Aragón, 2019, "Threshold Stochastic Volatility Models with Heavy Tails:A Bayesian Approach," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 42, issue 83, pages 32-53.
• Coro Chasco & Patricio Aroca & Luc Anselin, 2019, "Probit Models for Grouped-data Migration Flows: A TheoreticalNote," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 42, issue 84, pages 1-8.
• Mauricio Zevallos, 2019, "A Note on Forecasting Daily Peruvian Stock Market VolatilityRisk Using Intraday Returns," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 42, issue 84, pages 94-101.
• Pillai N., Vijayamohanan, 2019, "Measuring Energy Efficiency: An Application of Stochastic Frontier Production Function Analysis to Power Sector in Kerala," MPRA Paper, University Library of Munich, Germany, number 101944, Jul.
• Pillai N., Vijayamohanan, 2019, "Measuring Energy Efficiency: An Application of Data Envelopment Analysis to Power Sector in Kerala," MPRA Paper, University Library of Munich, Germany, number 101945, Aug.
• Pillai N., Vijayamohanan, 2019, "Measuring Energy Efficiency: An Application of LMDI Analysis to Power Sector in Kerala," MPRA Paper, University Library of Munich, Germany, number 101981, Jun.
• Fajar, Muhammad, 2019, "An application of hybrid forecasting singular spectrum analysis – extreme learning machine method in foreign tourists forecasting," MPRA Paper, University Library of Munich, Germany, number 105044, Oct, revised 31 Oct 2019.
• Sanu, Md Sahnewaz, 2019, "Is the Export-led Growth Hypothesis Valid for India? Another Look at the Evidence," MPRA Paper, University Library of Munich, Germany, number 107903, Jul, revised 12 Sep 2019.
• Asaduzzaman, Md, 2019, "FDI as an Opportunity for Economic growth of Bangladesh: A VECM Analysis," MPRA Paper, University Library of Munich, Germany, number 110328, Dec, revised 05 Dec 2019.
• Diagne, Youssoupha Sakrya & Ba, Arona, 2019, "How much more can the tax administration collect? Measuring tax potential for Senegal," MPRA Paper, University Library of Munich, Germany, number 114168, Apr.
• Hossain, Md. Mobarak & Chowdhury, Md Niaz Murshed, 2019, "Econometric Ways to Estimate the Age and Price of Abalone," MPRA Paper, University Library of Munich, Germany, number 91210, Jan.
• Dyasi, Poopy & Phiri, Andrew, 2019, "A sectoral approach to the electricity-growth nexus in the Eastern Cape province of South Africa," MPRA Paper, University Library of Munich, Germany, number 93025, Mar.
• Polbin, Andrey & Shumilov, Andrei & Bedin, Andrey & Kulikov, Alexander, 2019, "Модель Реального Обменного Курса Рубля С Марковскими Переключениями Режимов
  [Modeling real exchange rate of the Russian ruble using Markov regime-switching approach]," MPRA Paper, University Library of Munich, Germany, number 93310.
• Bonino-Gayoso, Nicolás & García-Hiernaux, Alfredo, 2019, "TF-MIDAS: a new mixed-frequency model to forecast macroeconomic variables," MPRA Paper, University Library of Munich, Germany, number 93366, Mar.
• Yang, Bill Huajian, 2019, "Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models," MPRA Paper, University Library of Munich, Germany, number 93398, Mar.
• Yang, Bill Huajian, 2019, "Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy," MPRA Paper, University Library of Munich, Germany, number 93400, Mar.
• Bazhenov, Timofey & Fantazzini, Dean, 2019, "Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility," MPRA Paper, University Library of Munich, Germany, number 93544, Apr.
• Yang, Bill Huajian & Wu, Biao & Cui, Kaijie & Du, Zunwei & Fei, Glenn, 2019, "IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses," MPRA Paper, University Library of Munich, Germany, number 93634, Apr.
• Carbajal-De-Nova, Carolina & Venegas-Martínez, Francisco, 2019, "Synthetic Estimation of Dynamic Panel Models When Either N or T or Both Are Not Large: Bias Decomposition in Systematic and Random Components," MPRA Paper, University Library of Munich, Germany, number 94405, Jun.
• Economou, Polychronis & Malefaki, Sonia & Kounetas, Konstantinos, 2019, "Productive Performance and Technology Gaps using a Bayesian Metafrontier Production Function: A cross-country comparison," MPRA Paper, University Library of Munich, Germany, number 94462, Jun.
• Xiao, Tim, 2019, "Incremental Risk Charge Methodology," MPRA Paper, University Library of Munich, Germany, number 94581, May, revised 08 May 2019.
• Apopo, Natalay & Phiri, Andrew, 2019, "On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?," MPRA Paper, University Library of Munich, Germany, number 94712, Jun.
• Phiri, Andrew, 2019, "Economic growth, Environmental degradation and business cycles in Eswatini," MPRA Paper, University Library of Munich, Germany, number 94993, Jul.
• Karambakuwa, Tapuwa & Ncwadi, Ronney & Phiri, Andrew, 2019, "The human capital-economic growth nexus in SSA countries: What can strengthen the relationship?," MPRA Paper, University Library of Munich, Germany, number 95199, Jul.
• Assis de Salles, Andre & Mendes Campanati, Ana Beatriz, 2019, "The Relevance of Crude Oil Prices on Natural Gas Pricing Expectations: A Dynamic Model Based Empirical Study," MPRA Paper, University Library of Munich, Germany, number 95982, Jun, revised 12 Sep 2019.
• Fantazzini, Dean & Zimin, Stephan, 2019, "A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies," MPRA Paper, University Library of Munich, Germany, number 95988.
• Fantazzini, Dean & Shangina, Tamara, 2019, "The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades," MPRA Paper, University Library of Munich, Germany, number 95992.
• Bhadury, Soumya & Ghosh, Saurabh & Kumar, Pankaj, 2019, "Nowcasting GDP Growth Using a Coincident Economic Indicator for India," MPRA Paper, University Library of Munich, Germany, number 96007, Sep.
• Sucarrat, Genaro, 2019, "User-Specified General-to-Specific and Indicator Saturation Methods," MPRA Paper, University Library of Munich, Germany, number 96148, Sep.
• Kox, Henk L.M. & Rojas Romasgosa, Hugo, 2019, "Gravity estimations with FDI bilateral data: Potential FDI effects of deep preferential trade agreements," MPRA Paper, University Library of Munich, Germany, number 96318, Sep.
• Shumilov, Andrei, 2019, "Модели Зависимости Реального Курса Рубля От Цены И Стоимости Экспорта Нефти: Сравнительный Анализ
  [Oil prices versus oil export revenues as fundamental factors of the real Russian ruble exchange rate: A comparison of VEC models]," MPRA Paper, University Library of Munich, Germany, number 96400.
• Jackman, Mahalia & Lorde, Troy & Naitram, Simon & Greenaway, Tori, 2019, "Distance Matters: The Impact of Physical and Relative Distance on Pleasure Tourists’ Length of Stay in Barbados," MPRA Paper, University Library of Munich, Germany, number 96613, Sep.
• Lorde, Troy & Alleyne, Antonio & Hosein, Roger & Yifei, Mu, 2019, "Should the Caribbean Look to the East? An Assessment of Caribbean Export Potential," MPRA Paper, University Library of Munich, Germany, number 96641, Jun.
• Mullat, Joseph, 2019, "The Financing Dilemma Supporting a Project," MPRA Paper, University Library of Munich, Germany, number 96879, Nov.
• Pincheira, Pablo & Hardy, Nicolás, 2019, "Forecasting Aluminum Prices with Commodity Currencies," MPRA Paper, University Library of Munich, Germany, number 97005, Nov.
• Sawadogo, Ibrahim, 2019, "Fiscal revenues and macroeconomic effects : case of Burkina Faso," MPRA Paper, University Library of Munich, Germany, number 97287.
• Diana Bílková, 2019, "Higher earnings in large firms? Employer size-wage relation in the Czech Republic," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2019, issue 2, pages 3-20, DOI: 10.18267/j.aop.618.
• Jiřina Kocourková & Anna Šťastná & Alena Černíková, 2019, "Vliv ekonomické krize na úroveň plodnosti ve státech Evropské unie
  [The Impact of the Economic Crisis on Fertility Levels in EU Member States]," Politická ekonomie, Prague University of Economics and Business, volume 2019, issue 1, pages 82-104, DOI: 10.18267/j.polek.1230.
• Maciej Kostrzewski, 2019, "The Bayesian Methods of Jump Detection: The Example of Gas and EUA Contract Prices," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 11, issue 2, pages 107-131, June.
• Manh D. Pham & Léopold Simar & Valentin Zelenyuk, 2019, "Statistical Inference for Aggregation of Malmquist Productivity Indices," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP082019, Jul.
• A Clements & D Preve, 2019, "A Practical Guide to Harnessing the HAR Volatility Model," NCER Working Paper Series, National Centre for Econometric Research, number 120, Apr.
• Aquino, Juan, 2019, "La curva de Phillips Neokeynesiana de una economía pequeña y abierta: Especificación, quiebres estructurales y robustez," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 38, pages 43-60.
• Castillo, Luis & Florián, David, 2019, "Measuring the output gap, potential output growth and natural interest rate from a semi-structural dynamic model for Peru," Working Papers, Banco Central de Reserva del Perú, number 2019-012, Dec.
• Aquino, Juan, 2019, "The Small Open Economy New-Keynesian Phillips Curve: Specification, Structural Breaks and Robustness," Working Papers, Banco Central de Reserva del Perú, number 2019-019, Dec.
• Renato Faccini & Leonardo Melosi, 2019, "Pigouvian Cycles," 2019 Meeting Papers, Society for Economic Dynamics, number 977.
• Natalia Nehrebecka, 2019, "Bank loans recovery rate in commercial banks: A case study of non-financial corporations," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 37, issue 1, pages 139-172.
• Mile Bošnjak & Vlatka Bilas & Domagoj Raèiæ, 2019, "Time-varying parameters of Croatian import demand," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 37, issue 2, pages 853-872.
• Julio-Román, Juan Manuel & Gamboa-Estrada, Fredy Alejandro, 2019, "The Exchange Rate and Oil Prices in Colombia: A High Frequency Analysis," Working papers, Red Investigadores de Economía, number 22, Oct.
• Sergei Aivazian & Mikhail Afanasiev & Alexander Kudrov, 2019, "Indicators of the main directions of socio-economic development in the space of characteristics of regional differentiation," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 54, pages 51-69.
• Liubov Antosik & Natalya Ivashina, 2019, "Modeling of spatial dependence in the migration flows of graduates of the higher education institutions of the Russian Federation," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 54, pages 70-89.
• Dean Fantazzini & Tamara Shangina, 2019, "The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 55, pages 5-31.
• Andrey Polbin & Andrei Shumilov & Andrei Bedin & Alexander Kulikov, 2019, "Modeling real exchange rate of the Russian ruble using Markov regime switching approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 55, pages 32-50.
• Elena Vakulenko, 2019, "Motives for internal migration in Russia: what has changed in recent years?," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 55, pages 113-138.
• Ayberk Şeker, 2019, "Türki̇ye’Ni̇n D-8 Ülkeleri̇ne İhracat Potansi̇yeli̇ni̇n Anali̇zi̇: Panel Çeki̇m Modeli̇ Yaklaşimi," Academic Review of Humanities and Social Sciences, Bursa Teknik Üniversitesi, volume 2, issue 3, pages 236-255.
• Selahattin Guris & Nazan Sak, 2019, "Investigation of Environmental Kuznets Curve Hypothesis with Non-Additive Fixed Effect Panel Quantile Method," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 2, pages 327-339.
• Basak Gok & Uzeyir Fidan, 2019, "Mapping the Effect of Corporate Reputation Perception on the Intention to Buy with Decision Tree," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 3, pages 723-734.
• Dimitrios Karkanis, 2019, "International Migration and Export Flows: Evidence from the People’s Republic of China," East Asian Economic Review, Korea Institute for International Economic Policy, volume 23, issue 3, pages 311-329, DOI: 10.11644/KIEP.EAER.2019.23.3.365.
• Khalil Attar & Shahram Fattahi & Kiyomars Soheili, 2019, "Investigating the Impact of Total Factor Productivity Shocks of Agricultural, Industrial and Services Sectors on the Macro and Sectoral Variables of Iran’s Economy: DSGE Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 6, issue 1, pages 183-214.
• Luis Francisco Laurente Blanco & Dan Manuel Machaca Ticona, 2019, "Probando la condición Marshall-Lerner y Curva-J para el Perú: un análisis de cointegración multivariada," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 32, pages 170-189.
• Wali ULLAH, 2019, "The Role of No-Arbitrage Restriction in Term Structure Model in the Context of an Emerging Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 44-66, December.
• Petros Golitsis & Athanasios P. Fassas & Anna Lyutakova, 2019, "Credit Risk Determinants: Evidence from the Bulgarian Banking System," Bulletin of Applied Economics, Risk Market Journals, volume 6, issue 1, pages 41-64.
• Luisa Corrado & Thanasis Stengos & Melvyn Weeks & M. Ege Yazgan, 2019, "Robust Tests for Convergence Clubs," CEIS Research Paper, Tor Vergata University, CEIS, number 451, Feb, revised 14 Feb 2019.
• Tommaso Proietti, 2019, "Predictability, Real Time Estimation, and the Formulation of Unobserved Components Models," CEIS Research Paper, Tor Vergata University, CEIS, number 455, Mar, revised 22 Mar 2019.
• Federico Belotti & Giancarlo Ferrara, 2019, "Imposing monotonicity in stochastic frontier models: an iterative nonlinear least squares procedure," CEIS Research Paper, Tor Vergata University, CEIS, number 462, Jul, revised 29 Jan 2021.
• Kris Boudt & Dries Cornilly & Tim Verdonck, 2019, "Nearest Comoment Estimation With Unobserved Factors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 19/970, Apr.
• Benhur Ruqsana, 2019, "The Impact of Source of Funding on the Outcome of Clinical Trials in India," Arthaniti: Journal of Economic Theory and Practice, , volume 18, issue 2, pages 201-216, December, DOI: 10.1177/0976747918795224.
• Padmavathi Koride & Anjula Gurtoo, 2019, "A Comparison of Borrowing and Default Behaviour Between Men and Women," Studies in Microeconomics, , volume 7, issue 2, pages 189-209, December, DOI: 10.1177/2321022219838637.
• Eryka Probierz & Wojciech Sikora, 2019, "Using text mining in social science - tweet analysis of generation Y and Z," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8711605, Jul.
• Paulo Roberto da Costa Vieira & Irene Troccoli Raguenet & Ettore de Carvalho Oriol & Hugo Rafael Dias, 2019, "Quality of teaching, corporate image and satisfaction of students enrolled in the night session of a Brazilian private university: a study with structural equation modeling," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9411963, Oct.
• Hubertus Franke & Martina Hasseler & Denise Dick & Stephanie Krebs & Anna Lietz & Siegfried Bublitz, 2019, "The IT-value stream model for Hospital Networks," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9811065, Oct.
• Tatiana Medková, 2019, "Robust Statistical Inference In Panel Data Including A Practical Application In The Migration Analysis," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9912282, Oct.
• Cristófoli, María Elizabeth & García Fronti, Javier, 2019, "Macroeconomic Reverse Stress Testing: An Early-Warning System for Spanish Banking Regulators. Analysis Based on the 2008 Global Financial Crisis / Prueba de resistencia inversa Macroeconómica: una prueba de alerta temprana para los reguladores bancar," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 9, issue 2, pages 181-204, julio-dic.
• Alex Karagrigoriou & George-Jason Siouris & Despoina Skilogianni, 2019, "Adjusted Evaluation Measures for Asymmetrically Important Data," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 4, issue 1, pages 41-66, June, DOI: 10.33119/ERFIN.2019.4.1.3.
• Jerzy Marzec & Andrzej Pisulewski & Artur Prędki, 2019, "Efektywność techniczna i produktywność polskich gospodarstw rolnych specjalizujących się w uprawach polowych," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 95-125.
• Wojciech Nasierowski, 2019, "Techniczna sprawność działań proinnowacyjnych w Polsce z perspektywy Unii Europejskiej," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 79-104.
• Benjamin Anderegg & Didier Sornette & Florian Ulmann, 2019, "Quantification of feedback effects in FX options markets," Working Papers, Swiss National Bank, number 2019-03.
• Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2019, "Factor-Driven Two-Regime Regression," Working Paper Series, Institute of Economic Research, Seoul National University, number no128, Jul.
• Dan Tan & Risa Morimoto, 2019, "Tourism as a Mechanism in Reducing Income Inequality in Developing Economies," Working Papers, Department of Economics, SOAS University of London, UK, number 230, Dec.
• Ayşen SİVRİKAYA & Mübariz HASANOV, 2019, "Time-Varying and Asymmetric Relationship between Energy Use and Macroeconomic Activity," Sosyoekonomi Journal, Sosyoekonomi Society.
• Jonathan Haynes & Daniel Schmitt & Lukas Grimm, 2019, "Estimating stochastic volatility: the rough side to equity returns," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 2, pages 449-469, December, DOI: 10.1007/s10203-019-00261-y.
• Jorge González Chapela & José M. Labeaga & Luis A. Medrano, 2019, "Further econometric evidence on the extent and sources of cost savings in competitively tendered contracts," Empirical Economics, Springer, volume 56, issue 2, pages 679-701, February, DOI: 10.1007/s00181-017-1365-8.